+1,799.4%
CIEN vs BIDU
+1,083.9%
+715.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.2% | -4.8% |
| 7D | +15.3% | -4.6% | +19.8% | +16.7% |
| 30D | -22.0% | -4.5% | -17.4% | -21.0% |
| 3M | -36.6% | -25.4% | -11.3% | -31.4% |
| 6M | -51.5% | -48.1% | -3.4% | -41.9% |
| YTD | +20.0% | -40.2% | +60.2% | +37.3% |
| 1Y | +44.5% | -35.2% | +79.7% | +61.9% |
| 3Y | +539.0% | -27.1% | +566.2% | +561.5% |
| 5Y | +356.8% | -54.2% | +411.0% | +393.7% |
| 10Y | +1,190.4% | -52.0% | +1,242.5% | +1,119.0% |
| All | +1,799.4% | +1,083.9% | +715.5% | +767.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling